Thesis written in blocks 1 & 2 autumn 2022, supervised by Torben Martinussen & Helene Rytgaard @ Biostatistics KU.
Thesis explores 3 topics relating to causal inference for non-randomized survival data:
Continuous-time inverse probability weighting.
Assume a binary treatment \(A \in \{0, 1\}\) that is given at time \(t = 0\). Wish to infer the effect of treatment on survival.
For each person, suppose there exists two potential outcomes \(T^0\) and \(T^1\):
The effect of treatment could then be defined as \[ P(T^1 > t) - P(T^0 > t) \] i.e. how much more likely is it for the person to survive if they receive treatment vs. if they do not?
Or on the population scale: What would the survival rate be if we treated everyone vs. if we did not treat anyone?
Different from the conditional association \(P(T > t \mid A = 1) - P(T > t \mid A = 0)\).
Assume a randomized treatment \(A\). Then the subpopulation with \(A = a\) is representative of what would have happened to the rest of the population, had they been treated.
Scale up subpopulation to full population size with weights \[ W_i^a = \frac{1(A_i = a)}{P(A = a)} \]
An estimate of the probability of survival, had everyone received treatment \(a\): \[ P(T^a > t) = \frac{1}{n} \sum_{i=1}^n W_i^a 1(T_i > t) \]
The \(W_i^a\) are referred to as inverse probability of treatment weights (IPTW).
Suppose now that a confounder \(X \in \{0, 1\}\) (low/high risk) affects both treatment and outcome (non-randomized data).
If \(X\) is the only confounder, then we still have representativity within levels of \(X\).
So we assign different weights depending on \(X\): \[ W_i^a = \frac{1(A_i = a)}{P(A = a \mid X_i)} \]
This works regardless of the dimension of \(X\), and also for continuous covariates.
Consider a case where treatment is a binary counting process \(A(t)\) that starts at 0 and jumps to 1 at time \(\tau\) when a treatment is undertaken (e.g. surgery).
Covariates \(X(t)\) are also time-dependent.
Can generalize to a weight process \[ W_i(t) = \frac{1}{\lambda^A(\tau \mid \mathcal{F}_{\tau-})^{A(t)} \mathrm{e}^{-\Lambda^A(t \wedge \tau)}} \] where \(\lambda^A\) is the hazard/rate of treatment initiation and \[ \Lambda^A(t) = \int_0^t \lambda^A(s \mid \mathcal{F}_{s-}) \mathrm{d} s \]
The processes \(W_i(t)\) are quite nice (exponential martingales), and can be estimated from data.
Observational data (\(n = 601\)) from oncologists at Rigshospitalet.
Weighting does not change the conclusion much. But we did not have enough information about time-dependent confounders.
Thank you!
And good luck when you write your thesis.